SFHIX vs. FLOTX
Compare and contrast key facts about Shenkman Capital Floating Rate High Income Fund (SFHIX) and Donoghue Forlines Risk Managed Income Fund (FLOTX).
SFHIX is managed by Shenkman Funds. It was launched on Oct 14, 2014. FLOTX is managed by Donoghue Forlines LLC. It was launched on Dec 26, 2017.
Performance
SFHIX vs. FLOTX - Performance Comparison
Loading graphics...
SFHIX vs. FLOTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SFHIX Shenkman Capital Floating Rate High Income Fund | -1.02% | 5.70% | 8.14% | 11.50% | -0.95% | 3.90% | 1.77% | 588.11% | -0.55% |
FLOTX Donoghue Forlines Risk Managed Income Fund | -1.65% | 2.47% | 6.76% | 8.28% | -3.59% | 2.45% | 3.95% | 3.51% | 1.96% |
Returns By Period
In the year-to-date period, SFHIX achieves a -1.02% return, which is significantly higher than FLOTX's -1.65% return.
SFHIX
- 1D
- -0.11%
- 1M
- 0.69%
- YTD
- -1.02%
- 6M
- 0.21%
- 1Y
- 4.11%
- 3Y*
- 7.06%
- 5Y*
- 5.11%
- 10Y*
- 26.07%
FLOTX
- 1D
- 0.08%
- 1M
- -0.79%
- YTD
- -1.65%
- 6M
- -0.38%
- 1Y
- 0.89%
- 3Y*
- 4.95%
- 5Y*
- 2.62%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SFHIX vs. FLOTX - Expense Ratio Comparison
SFHIX has a 0.54% expense ratio, which is lower than FLOTX's 1.07% expense ratio.
Return for Risk
SFHIX vs. FLOTX — Risk / Return Rank
SFHIX
FLOTX
SFHIX vs. FLOTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shenkman Capital Floating Rate High Income Fund (SFHIX) and Donoghue Forlines Risk Managed Income Fund (FLOTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SFHIX | FLOTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 0.35 | +1.44 |
Sortino ratioReturn per unit of downside risk | 2.50 | 0.43 | +2.07 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.09 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 0.28 | +1.43 |
Martin ratioReturn relative to average drawdown | 5.65 | 0.64 | +5.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SFHIX | FLOTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 0.35 | +1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.59 | 0.99 | +1.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 1.20 | -0.68 |
Correlation
The correlation between SFHIX and FLOTX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SFHIX vs. FLOTX - Dividend Comparison
SFHIX's dividend yield for the trailing twelve months is around 7.01%, more than FLOTX's 6.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SFHIX Shenkman Capital Floating Rate High Income Fund | 7.01% | 7.61% | 8.07% | 8.06% | 4.99% | 3.20% | 3.93% | 142.83% | 5.03% | 4.00% | 4.22% | 4.58% |
FLOTX Donoghue Forlines Risk Managed Income Fund | 6.88% | 5.79% | 7.15% | 7.16% | 1.56% | 2.13% | 2.42% | 3.78% | 3.20% | 0.00% | 0.00% | 0.00% |
Drawdowns
SFHIX vs. FLOTX - Drawdown Comparison
The maximum SFHIX drawdown since its inception was -19.94%, which is greater than FLOTX's maximum drawdown of -4.40%. Use the drawdown chart below to compare losses from any high point for SFHIX and FLOTX.
Loading graphics...
Drawdown Indicators
| SFHIX | FLOTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.94% | -4.40% | -15.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.25% | -2.36% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -5.57% | -4.40% | -1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -19.94% | — | — |
Current DrawdownCurrent decline from peak | -1.46% | -2.07% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -0.84% | -1.02% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | 1.06% | -0.38% |
Volatility
SFHIX vs. FLOTX - Volatility Comparison
Shenkman Capital Floating Rate High Income Fund (SFHIX) has a higher volatility of 0.70% compared to Donoghue Forlines Risk Managed Income Fund (FLOTX) at 0.63%. This indicates that SFHIX's price experiences larger fluctuations and is considered to be riskier than FLOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SFHIX | FLOTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 0.63% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 1.34% | 1.33% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.16% | 2.25% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.98% | 2.67% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.68% | 2.47% | +44.21% |